Regression Models using the Instrumental Variables
Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 9
Abstract
This article describes the main elements on regression models with instrumental variables. There are reviewed the main theoretical approaches in the literature, asymptotic properties when using sensitive instruments, t-statistics with instrumental variables, traditional asymptotic modified s-statistics and t-statistics, finite sample properties with sensitive instruments.
Authors and Affiliations
Constantin ANGHELACHE, Cristina SACALĂ, Emilia STANCIU
Keywords
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